Where did St. Valentine serve as a priest to wed people when it was illegal?

The Valentine associated with St. Valentine's Day, as far as we know, didn't wed people when it was illegal. All we know about him is that he was a Christian in the earlier days in Rome, he was martyred because of that, and he was buried north of Rome on February 14. In year 496, Pope Gelasius I honored his burial date with a feast and placed him among those "... whose names are justly reverenced among men, but whose acts are known only to God." Even in 496, the Church didn't actually know what Valentine had done (nor if the day is actually representative of just one Valentine or more as there were many martyred Valentine's in the early days of Christianity).

The reason the feast has since become a day for lovers is because of Geoffrey Chaucer's poem "Parliament of Foules" wherein a young female eagle is sought after by three young males who each set fourth a case for why she should choose him to become the mate of. The female eagle is moved but cannot decide, so she puts off the decision for another year. This Parliament met on February 14, the day of the feast of St. Valentine. The people were so moved by Chaucer's poem that they used February 14 as an excuse to be romantic, sending parcels to their loves and reading poetry to one another.